On some tests of the covariance matrix under general conditions

DOI10.1007/S10463-005-0010-ZzbMATH Open1095.62071OpenAlexW2136388161MaRDI QIDQ2502129FDOQ2502129

Authors: Jin Xu, Arjun K. Gupta 

Publication date: 12 September 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-005-0010-z

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zbMATH Keywords

Characteristic functionCovariance matrixMultiple correlation coefficientCanonical correlationTest statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cited In (21)

• Testing for independence of large dimensional vectors
• Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
• A class of tests for a general covariance structure
• Title not available (Why is that?)
• Testing equality between several populations covariance operators
• Testing the equality of several covariance matrices
• On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
• Testing hypotheses about covariance matrices in general MANOVA designs
• Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
• Linear spectral statistics of sequential sample covariance matrices
• Asymptotic expansions of the distributions of some test statistics
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• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• Optimal tests for homogeneity of covariance, scale, and shape
• Optimal rank-based tests for homogeneity of scatter
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• Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
• Testing a covariance matrix: exact null distribution of its likelihood criterion
• Unbiased estimates for moments and cumulants in linear regression
• An exact test for a column of the covariance matrix based on a single observation

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